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    "scenario": "Extreme Neg GEX \u2192 LONG bounce (next day)",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95",
    "n": 46,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95 + Monday",
    "n": 46,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX < 16 + DIX low",
    "n": 12,
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
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    "n": 123,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Monday + Prior day UP",
    "n": 123,
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Monday + Overnight UP",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Volume below avg + GEX negative",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + DIX low",
    "n": 30,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Prior day DOWN + Volume above avg",
    "n": 53,
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Monday + DIX low",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Monday + Volume above avg",
    "n": 79,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + DIX high (bullish dark pool)",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + Monday",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95 + Prior day UP",
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  {
    "scenario": "Monday \u2192 LONG",
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    "n": 61,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Prior day UP + Volume above avg",
    "n": 26,
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Monday + GEX negative",
    "n": 124,
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    "improvement": -7.457954232147779
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Prior day UP + GEX negative",
    "n": 63,
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95 + Volume below avg",
    "n": 31,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95 + Overnight UP",
    "n": 24,
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  {
    "scenario": "Monday \u2192 LONG",
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    "n": 20,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "DIX low + Big gap (>0.5%)",
    "n": 10,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + GEX negative",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Prior day DOWN + DIX low",
    "n": 40,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + Volume above avg",
    "n": 47,
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  {
    "scenario": "Monday \u2192 LONG",
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    "n": 13,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Overnight UP + Volume above avg",
    "n": 39,
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "Volume above avg + GEX negative",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + Big gap (>0.5%)",
    "n": 20,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX > 25 + Overnight DOWN",
    "n": 20,
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  {
    "scenario": "Monday \u2192 LONG",
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX > 25 + Monday",
    "n": 34,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX > 25 + GEX negative",
    "n": 34,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + VIX 20-25",
    "n": 25,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio > 0.95 (danger) + VIX > 25",
    "n": 32,
    "wr": 43.75,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + Volume below avg",
    "n": 28,
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    "avg_ret": 0.03799275381369656,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX > 25 + Overnight UP",
    "n": 14,
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    "avg_ret": -0.07198585270525862,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "GEX negative + DIX low",
    "n": 31,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 16-20 + DIX high (bullish dark pool)",
    "n": 17,
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    "avg_ret": 0.016239415051336747,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + Prior day UP",
    "n": 22,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95 + DIX low",
    "n": 10,
    "wr": 40.0,
    "avg_ret": 0.003854140125361012,
    "improvement": -20.683760683760678
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + Overnight DOWN",
    "n": 16,
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    "avg_ret": -0.24096204620492664,
    "improvement": -23.183760683760678
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + DIX high (bullish dark pool)",
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    "avg_ret": 0.06157011000765739,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25",
    "n": 41,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + Monday",
    "n": 41,
    "wr": 36.58536585365854,
    "avg_ret": -0.1866173546582353,
    "improvement": -24.098394830102144
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + Overnight UP",
    "n": 25,
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    "avg_ret": -0.1518367520683529,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95 + GEX negative",
    "n": 20,
    "wr": 35.0,
    "avg_ret": -0.1111415079511166,
    "improvement": -25.68376068376068
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + GEX negative",
    "n": 35,
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    "avg_ret": -0.2017421793876891,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + Prior day DOWN",
    "n": 19,
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    "avg_ret": -0.3960297544605837,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX > 25 + Big gap (>0.5%)",
    "n": 10,
    "wr": 30.0,
    "avg_ret": -0.840787072612206,
    "improvement": -30.68376068376068
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX > 25 + Volume below avg",
    "n": 17,
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    "avg_ret": -0.3203208110680765,
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX ratio 0.90-0.95 + VIX 20-25",
    "n": 12,
    "wr": 25.0,
    "avg_ret": -0.2382236474815243,
    "improvement": -35.68376068376068
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX > 25 + Prior day UP",
    "n": 12,
    "wr": 25.0,
    "avg_ret": -0.5267413883084652,
    "improvement": -35.68376068376068
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  {
    "scenario": "Monday \u2192 LONG",
    "filter": "VIX 20-25 + Volume above avg",
    "n": 13,
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    "avg_ret": -0.6703929729054732,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX ratio < 0.90 (calm) + Monday",
    "n": 12,
    "wr": 91.66666666666666,
    "avg_ret": 0.4250434551560372,
    "improvement": 35.989010989010985
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX < 16 + Monday",
    "n": 11,
    "wr": 90.9090909090909,
    "avg_ret": 0.4057935053571089,
    "improvement": 35.23143523143523
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX < 16 + DIX high (bullish dark pool)",
    "n": 10,
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    "avg_ret": 0.4195027019864367,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX 16-20 + Monday",
    "n": 21,
    "wr": 85.71428571428571,
    "avg_ret": 0.5472797836735648,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "Monday + GEX positive",
    "n": 20,
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    "avg_ret": 0.4025049473509321,
    "improvement": 29.322344322344318
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "Volume below avg + GEX positive",
    "n": 33,
    "wr": 84.84848484848484,
    "avg_ret": 0.4882489001521319,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX 16-20 + Volume below avg",
    "n": 36,
    "wr": 83.33333333333334,
    "avg_ret": 0.6204429737604887,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX ratio < 0.90 (calm) + Volume below avg",
    "n": 39,
    "wr": 82.05128205128204,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "Friday + Volume below avg",
    "n": 11,
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    "avg_ret": 0.7654382933168424,
    "improvement": 26.140526140526145
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "GEX positive + DIX high (bullish dark pool)",
    "n": 14,
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    "avg_ret": 0.3144947961102179,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX < 16 + Volume below avg",
    "n": 23,
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    "avg_ret": 0.34134539960380816,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX ratio < 0.90 (calm) + VIX 20-25",
    "n": 9,
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  {
    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX ratio < 0.90 (calm) + VIX < 16",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX > 25 + Monday",
    "n": 16,
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX > 25 + Friday",
    "n": 8,
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX > 25 + Big gap (>0.5%)",
    "n": 8,
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "Overnight DOWN + Big gap (>0.5%)",
    "n": 8,
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX 20-25 + DIX high (bullish dark pool)",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX > 25 + Overnight DOWN",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "Volume above avg + DIX high (bullish dark pool)",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
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    "scenario": "2 Consecutive Down Days \u2192 LONG reversal",
    "filter": "VIX 20-25 + Monday",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
    "filter": "Friday + Volume above avg",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
    "filter": "Not Monday + Friday",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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    "scenario": "VIX > 25 \u2192 Contrarian LONG (next day)",
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